Optimization: principles and algorithms, by Michel Bierlaire
Functions

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]

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Functions

function ex1906 (in x, in index)
 

Detailed Description

\[\min f(x)=100(x_2-x_1^2)^2+(1-x_1)^2\]

subject to

\[x_1-x_2^2-\frac{1}{2} \]

Author
Michel Bierlaire
Date
Wed Mar 25 17:53:06 2015

Definition in file ex1906.m.

Function Documentation

◆ ex1906()

function ex1906 ( in  x,
in  index 
)
Parameters
xvalue of the variables
indexIf 0, the objective function is evaluated. If not, the constraint number index is evaluated.
Returns
f value of the function
g value of the gradient
H value of the hessian
Copyright 2015-2018 Michel Bierlaire